+518.2%
NTAP vs ESI
+224.6%
+293.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.8% |
| 7D | -0.8% | +3.3% | -4.1% | -1.8% |
| 30D | -0.5% | -5.9% | +5.3% | +1.2% |
| 3M | +4.1% | -14.1% | +18.2% | +8.0% |
| 6M | +88.0% | +6.6% | +81.4% | +80.3% |
| YTD | +75.6% | +45.0% | +30.5% | +52.4% |
| 1Y | +58.9% | +41.5% | +17.5% | +38.8% |
| 3Y | +153.6% | +78.8% | +74.8% | +103.8% |
| 5Y | +127.6% | +70.9% | +56.8% | +83.0% |
| 10Y | +580.4% | +317.1% | +263.3% | +326.5% |
| All | +518.2% | +224.6% | +293.5% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling